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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of fixed income"
~person:"Durham, J. Benson"
~type_genre:"Article in journal"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
2
Journal of investment management : JOIM
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Another view on US treasury term premiums
Durham, J. Benson
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011293468
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2
Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 88-99
Persistent link: https://www.econbiz.de/10003729823
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3
Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes
Durham, J. Benson
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10003339418
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